Yes, we'd all like to live in the best of all worlds. But in any real-life scenario, there is a trade-off.

Brute forcing all possible combinations and finding the best one (for your specific goal, or taking into account all externalities as well) would be great. But it is impossible for two reasons:

1) incomplete, or even purposefully incorrect information

2) time constraints/compexity. For a non-linear system with more than a few variables, it is just not feasible to enumerate everything.

You end up with heuristics. The challenge is that remains is finding good heuristics. If the decision is given more time, you can probably come up with better heuristics and even sort-of brute force through the "best" options (which is what humans do when they reason).